Similarly to all tests in the ANOVA family, the primary aim of the MANCOVA is to test for significant differences between group means.[1] The process of characterising a covariate in a data source allows the reduction of the magnitude of the error term, represented in the MANCOVA design as MSerror. Subsequently, the overall Wilks' Lambda will become larger and more likely to be characterised as significant.[1] This grants the researcher more statistical power to detect differences within the data. The multivariate aspect of the MANCOVA allows the characterisation of differences in group means in regards to a linear combination of multiple dependent variables, while simultaneously controlling for covariates.
Example situation where MANCOVA is appropriate: Suppose a scientist is interested in testing two new drugs for their effects on depression and anxiety scores. Also suppose that the scientist has information pertaining to the overall responsivity to drugs for each patient; accounting for this covariate will grant the test higher sensitivity in determining the effects of each drug on both dependent variables.